On a Necessary and Sufficient Condition for Finite Dimensionality of Estimation Algebras

DOI10.1137/0328009zbMath0694.93103MaRDI QIDQ3470385

Wing Shing Wong, Luen-Fai Tam, Stephen Shing-Toung Yau

Publication date: 1990

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0328009

zbMATH Keywords

nonlinear filtering problems; finite-dimensional recursive filters; estimation algebra; Wei-Norman program

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

35K15: Initial value problems for second-order parabolic equations

17B30: Solvable, nilpotent (super)algebras

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